-53.1%
TE vs PEG
+55.7%
-108.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.2% | -0.9% | +1.1% | +0.5% |
| 30D | -5.9% | -3.7% | -2.2% | -5.1% |
| 3M | -45.6% | -7.3% | -38.3% | -44.7% |
| 6M | -43.4% | -10.5% | -32.9% | -42.1% |
| YTD | -31.0% | -7.5% | -23.5% | -30.1% |
| 1Y | +145.2% | -8.7% | +153.9% | +149.3% |
| 3Y | -24.1% | +31.4% | -55.4% | -29.4% |
| 5Y | -48.1% | +37.8% | -85.9% | -52.0% |
| All | -53.1% | +55.7% | -108.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling